Trading volume in models of financial derivatives

Applied Mathematical Finance

Volumn 8, Issue 2, 2001, Pages 119-135

  Howison, Sam ^a   Lamper, David ^a  

^a UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Option Pricing; Stochastic Volatility; Subordinated Process; Trading Volume

Indexed keywords

EID: 85008781862     PISSN: 1350486X     EISSN: 14664313     Source Type: Journal    
DOI: 10.1080/13504860110074163     Document Type: Article

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